Semiparametric fiducial inference for Cox models
Authors
Research Topics
Paper Information
-
Journal:
Journal of the Royal Statistical Society Series B -
DOI:
10.1093/jrsssb/qkag111 -
Published:
July 01, 2026 -
Added to Tracker:
Jul 02, 2026
Abstract
Abstract R.A. Fisher introduced the fiducial distribution as a potential replacement for the Bayesian posterior distribution in the 1930s. During the past century, fiducial approaches have been explored in various parametric and nonparametric settings. However, to the best of our knowledge, no fiducial inference has been developed in the realm of semiparametric statistics. In this paper, we propose a novel fiducial approach for semiparametric models. In memory of Sir David Cox, who passed away in 2022, we use the Cox proportional hazards model, which is the most popular model for the analysis of survival data, as a running example. Other models and extensions are also discussed. In our experiments, we find that our method performs particularly well in situations where the maximum likelihood estimator fails.
Author Details
Yifan Cui
AuthorJan Hannig
AuthorPaul Edlefsen
AuthorResearch Topics & Keywords
Survival Analysis
Research AreaCitation Information
APA Format
Yifan Cui
,
Jan Hannig
&
Paul Edlefsen
(2026)
.
Semiparametric fiducial inference for Cox models.
Journal of the Royal Statistical Society Series B
, 10.1093/jrsssb/qkag111.
BibTeX Format
@article{paper1360,
title = { Semiparametric fiducial inference for Cox models },
author = {
Yifan Cui
and Jan Hannig
and Paul Edlefsen
},
journal = { Journal of the Royal Statistical Society Series B },
year = { 2026 },
doi = { 10.1093/jrsssb/qkag111 },
url = { https://doi.org/10.1093/jrsssb/qkag111 }
}